-15.7%
STM vs MSCI
+3.6%
-19.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.4% |
| 7D | -10.7% | +2.8% | -13.6% | -12.0% |
| 30D | -25.7% | +15.4% | -41.2% | -30.7% |
| 3M | -21.6% | +13.4% | -35.0% | -26.6% |
| 6M | -27.8% | +10.9% | -38.7% | -33.3% |
| YTD | +61.8% | +13.0% | +48.8% | +46.1% |
| 1Y | +78.1% | +12.0% | +66.1% | +61.4% |
| 3Y | +4.9% | +34.1% | -29.2% | -19.7% |
| All | -15.7% | +3.6% | -19.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling